+73.5%
CART vs IRM
+93.4%
-19.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.2% |
| 7D | +1.5% | -3.8% | +5.3% | +2.2% |
| 30D | +22.4% | -3.2% | +25.6% | +23.0% |
| 3M | +16.5% | -7.8% | +24.3% | +18.0% |
| 6M | +44.9% | -12.7% | +57.6% | +48.2% |
| YTD | +30.0% | +36.7% | -6.7% | +18.9% |
| 1Y | +59.1% | +10.0% | +49.0% | +53.3% |
| 3Y | +138.8% | +107.2% | +31.6% | +86.4% |
| All | +73.5% | +93.4% | -19.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling